+347.0%
HWM vs KMX
-16.1%
+363.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.1% | 0.0% | +4.3% |
| 7D | +1.6% | -4.1% | +5.7% | +2.2% |
| 30D | -3.9% | +2.9% | -6.8% | -4.5% |
| 3M | -23.2% | -7.0% | -16.2% | -22.5% |
| 6M | -20.0% | +34.1% | -54.1% | -24.0% |
| YTD | +5.7% | +40.0% | -34.3% | -1.6% |
| 1Y | +4.9% | +67.2% | -62.3% | -5.9% |
| 3Y | +347.0% | -13.4% | +360.4% | +366.6% |
| All | +347.0% | -16.1% | +363.1% | +366.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling